MetricsWeighted 0.5.1

New function

• weighted_cor to calculate weighted correlation between actual and observed values.

• prop_within to calculate weighted proportion of predictions within a tolerance around actual values.

Requirements

• Reduced minimal R version from 3.5 to 3.1.

Documentation

• Clarified that R-squared is calculated with respect to the null model calculated from the actual values.

MetricsWeighted 0.5.0

New functions

• Elementary scoring functions for expectiles and quantiles.

• multi_metric: A way to create a named list of performance measures parametrized by a parameter.

MetricsWeighted 0.4.0

New functions

Added the following convenience wrappers to r_squared.

• r_squared_poisson

• r_squared_gamma

• r_squared_bernoulli

MetricsWeighted 0.3.0

New function

Added function weighted_var to calculate variance weighted by sampling weights.

MetricsWeighted 0.2.0

• Improvement of documentation and examples.

• Better handling of Tweedie special cases.

• More strict error handling.

• Added median absolute error (and weighted_median, weighted_quantile)

MetricsWeighted 0.1.0

Initial release.